+1,250.3%
EWY vs GIS
+341.7%
+908.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +6.7% | -8.6% | +15.3% | +9.4% |
| 30D | +17.0% | -0.5% | +17.4% | +16.8% |
| 3M | +3.7% | +11.9% | -8.2% | -1.6% |
| 6M | +42.5% | -11.6% | +54.1% | +45.8% |
| YTD | +96.2% | -16.3% | +112.6% | +103.6% |
| 1Y | +160.4% | -21.8% | +182.1% | +175.1% |
| 3Y | +231.7% | -35.7% | +267.3% | +267.8% |
| 5Y | +153.3% | -22.9% | +176.1% | +153.5% |
| 10Y | +308.8% | -16.8% | +325.6% | +276.3% |
| All | +1,250.3% | +341.7% | +908.7% | +597.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling